V-Lab: Mirvac Group GJR-GARCH Volatility Analysis

V-Lab

Mirvac Group GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:18.61% (-0.54%)

Analysis last updated: Sunday, May 11, 2025 at 01:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0120	13.78
$α$	0.0345	17.04
$β$	0.9366	735.75
$γ$	0.0531	11.52

Estimation Period:
Jun 18, 1999 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts